As smirch1 notes, your SB will work best if your program the router that it is attached to (i.e., the router in the USA) to assign a static IP address in the router's local area network to the SB. The specific means to do this depends on the manufacturer and model of that router -- typically, you will need to enter the MAC ID address for your SB, which is printed on a label on the bottom of the SB. See the users manual for your router for specific instructions to assign static IP addresses within its local area network. After programming a static IP address for the router, then it is best to program that router to forward port 5001 (for both the TCP and UDP protocols) to that static IP address. Then, reboot the router and the SB, and you should be good to go.
What I understand from your post, is that you can't connect from a remote location.
In this case, first of all try to connect from the Slingbox location, if you're able to access the unit, then make sure you enable the Internet Viewing.
To do so, you can check the following links.